It’s more of a cargo check, you fly all the way there to see if they’ll let you take some cargo back with you

*cargo isn’t really the right analogy… but close enough

Customs check basically. If you aren't allowed to bring something into the country you land in, they simply confiscate it when you get there. (And I'm sure arrest you and make you miserable because ... that's what justice is I guess.)

Depends on the destination country and on exactly what it was you were trying to bring in with you.

Nah, the whole thing is just a "Can I ask you a question?" implemented in code.